+72.2%
F vs TPR
+386.9%
-314.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -0.2% | +12.1% | -12.3% | -4.9% |
| 30D | +0.9% | +16.7% | -15.8% | -5.4% |
| 3M | -11.3% | -17.4% | +6.0% | -5.5% |
| 6M | +2.0% | +2.3% | -0.3% | -0.6% |
| YTD | -3.2% | +7.1% | -10.3% | -8.4% |
| 1Y | -3.5% | +29.5% | -32.9% | -15.7% |
| 3Y | +48.1% | +415.0% | -367.0% | -33.2% |
| 5Y | -13.5% | +261.5% | -275.0% | -55.9% |
| 10Y | +72.2% | +383.3% | -311.1% | -37.9% |
| All | +72.2% | +386.9% | -314.7% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling